Teaching
Mathematical methods for neurosciences — MVA (M2)
This course introduces stochastic models of spiking neurons, using point processes, martingales and Poisson processes. Topics include integrate-and-fire models, their simulation and long-time behavior, as well as Hawkes processes and filtering.
Probability: Stochastic Processes — MAA305 (Bachelor, L3)
This course introduces discrete-time Markov chains, from transition probabilities and stopping times to recurrence, invariant distributions and convergence to equilibrium. It also covers simulation and Markov chain Monte Carlo methods, with applications to Bayesian statistics.